CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 1.1196 1.1153 -0.0043 -0.4% 1.1002
High 1.1231 1.1165 -0.0066 -0.6% 1.1253
Low 1.1144 1.1109 -0.0035 -0.3% 1.0973
Close 1.1164 1.1125 -0.0039 -0.3% 1.1164
Range 0.0087 0.0056 -0.0031 -35.6% 0.0280
ATR 0.0104 0.0100 -0.0003 -3.3% 0.0000
Volume 246 186 -60 -24.4% 666
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1301 1.1269 1.1156
R3 1.1245 1.1213 1.1140
R2 1.1189 1.1189 1.1135
R1 1.1157 1.1157 1.1130 1.1145
PP 1.1133 1.1133 1.1133 1.1127
S1 1.1101 1.1101 1.1120 1.1089
S2 1.1077 1.1077 1.1115
S3 1.1021 1.1045 1.1110
S4 1.0965 1.0989 1.1094
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1970 1.1847 1.1318
R3 1.1690 1.1567 1.1241
R2 1.1410 1.1410 1.1215
R1 1.1287 1.1287 1.1190 1.1349
PP 1.1130 1.1130 1.1130 1.1161
S1 1.1007 1.1007 1.1138 1.1069
S2 1.0850 1.0850 1.1113
S3 1.0570 1.0727 1.1087
S4 1.0290 1.0447 1.1010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1253 1.1008 0.0245 2.2% 0.0097 0.9% 48% False False 145
10 1.1253 1.0893 0.0360 3.2% 0.0093 0.8% 64% False False 134
20 1.1253 1.0860 0.0393 3.5% 0.0094 0.8% 67% False False 106
40 1.1443 1.0860 0.0583 5.2% 0.0092 0.8% 45% False False 76
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1403
2.618 1.1312
1.618 1.1256
1.000 1.1221
0.618 1.1200
HIGH 1.1165
0.618 1.1144
0.500 1.1137
0.382 1.1130
LOW 1.1109
0.618 1.1074
1.000 1.1053
1.618 1.1018
2.618 1.0962
4.250 1.0871
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 1.1137 1.1170
PP 1.1133 1.1155
S1 1.1129 1.1140

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols